I know the local shops around here. I'm always wary of buying online because I don't know how well cigars would do out humidity in transit. I wouldn't mind trying online though; it's an expensive hobby.
Best Smokes: Nicaraguans, Cohibas, Macanudos, Monte Cristos
Worst Smokes: Romeo E Julieta. Way too goddamn spicy and thick tasting. A cigar for chain smokers, and not for me. Also, cigarillos are nasty. I've never tasted a good one.
Best cubans for the daily smoke: Jose L. Piedras. Machine made and delicious.
Also if you don't have a humidor, get one immediately and start stocking up. Aged cigars, even just for a couple months are much more awesome.